When Win32 binaries of Net-SNMP don't do it for you, perhaps you need the Cygwin build. Unfortunatly, there is no Cygwin package of Net-SNMP. Up until a few months, getting Net-SNMP compiled on Cygwin b0rked. With a recent release, they fixed a whole bunch of things and you can now enjoy your vanilla SNMP tools on your favorite POSIX emulator. Here's how:
./configure --with-mib-modules="host agentx disman/event-mib examples/example" --with-out-mib-modules=host/hr_network --with-libs="-lws2_32"A
make && make install wraps it up. One small important thing. You can build Net-SNMP on Cygwin host A, tar it and copy it to host B. A make install will normally install nicely.
However, make sure that cygcrypto.0.9.x.dll is the same on both machines. Cygwin will generate a warning if this is not the case.